CME Euro FX Future June 2007
| Trading Metrics calculated at close of trading on 31-May-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2007 |
31-May-2007 |
Change |
Change % |
Previous Week |
| Open |
1.3433 |
1.3467 |
0.0034 |
0.3% |
1.3455 |
| High |
1.3449 |
1.3485 |
0.0036 |
0.3% |
1.3513 |
| Low |
1.3422 |
1.3446 |
0.0024 |
0.2% |
1.3426 |
| Close |
1.3439 |
1.3463 |
0.0024 |
0.2% |
1.3462 |
| Range |
0.0027 |
0.0039 |
0.0012 |
44.4% |
0.0087 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
208,130 |
143,588 |
-64,542 |
-31.0% |
666,724 |
|
| Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3582 |
1.3561 |
1.3484 |
|
| R3 |
1.3543 |
1.3522 |
1.3474 |
|
| R2 |
1.3504 |
1.3504 |
1.3470 |
|
| R1 |
1.3483 |
1.3483 |
1.3467 |
1.3474 |
| PP |
1.3465 |
1.3465 |
1.3465 |
1.3460 |
| S1 |
1.3444 |
1.3444 |
1.3459 |
1.3435 |
| S2 |
1.3426 |
1.3426 |
1.3456 |
|
| S3 |
1.3387 |
1.3405 |
1.3452 |
|
| S4 |
1.3348 |
1.3366 |
1.3442 |
|
|
| Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3728 |
1.3682 |
1.3510 |
|
| R3 |
1.3641 |
1.3595 |
1.3486 |
|
| R2 |
1.3554 |
1.3554 |
1.3478 |
|
| R1 |
1.3508 |
1.3508 |
1.3470 |
1.3531 |
| PP |
1.3467 |
1.3467 |
1.3467 |
1.3479 |
| S1 |
1.3421 |
1.3421 |
1.3454 |
1.3444 |
| S2 |
1.3380 |
1.3380 |
1.3446 |
|
| S3 |
1.3293 |
1.3334 |
1.3438 |
|
| S4 |
1.3206 |
1.3247 |
1.3414 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3530 |
1.3422 |
0.0108 |
0.8% |
0.0044 |
0.3% |
38% |
False |
False |
163,212 |
| 10 |
1.3539 |
1.3422 |
0.0117 |
0.9% |
0.0042 |
0.3% |
35% |
False |
False |
146,531 |
| 20 |
1.3650 |
1.3422 |
0.0228 |
1.7% |
0.0048 |
0.4% |
18% |
False |
False |
148,032 |
| 40 |
1.3708 |
1.3376 |
0.0332 |
2.5% |
0.0048 |
0.4% |
26% |
False |
False |
145,543 |
| 60 |
1.3708 |
1.3138 |
0.0570 |
4.2% |
0.0050 |
0.4% |
57% |
False |
False |
143,507 |
| 80 |
1.3708 |
1.3030 |
0.0678 |
5.0% |
0.0044 |
0.3% |
64% |
False |
False |
108,146 |
| 100 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0041 |
0.3% |
67% |
False |
False |
86,588 |
| 120 |
1.3708 |
1.2970 |
0.0738 |
5.5% |
0.0039 |
0.3% |
67% |
False |
False |
72,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3651 |
|
2.618 |
1.3587 |
|
1.618 |
1.3548 |
|
1.000 |
1.3524 |
|
0.618 |
1.3509 |
|
HIGH |
1.3485 |
|
0.618 |
1.3470 |
|
0.500 |
1.3466 |
|
0.382 |
1.3461 |
|
LOW |
1.3446 |
|
0.618 |
1.3422 |
|
1.000 |
1.3407 |
|
1.618 |
1.3383 |
|
2.618 |
1.3344 |
|
4.250 |
1.3280 |
|
|
| Fisher Pivots for day following 31-May-2007 |
| Pivot |
1 day |
3 day |
| R1 |
1.3466 |
1.3476 |
| PP |
1.3465 |
1.3472 |
| S1 |
1.3464 |
1.3467 |
|